Polynomial processes and their applications to mathematical finance. - Christa Cuchiero; Martin Keller-Ressel; Josef Teichmann (Finance Stochastics, 2012)

A convergence result for the Emery topology and a variant of the proof of the fundamental theorem of asset pricing. - Christa Cuchiero; Josef Teichmann (Finance Stochastics, 2015)

A general HJM framework for multiple yield curve modelling. - Christa Cuchiero; Claudio Fontana; Alessandro Gnoatto (Finance Stochastics, 2016)

Deep Neural Networks, Generic Universal Interpolation, and Controlled ODEs. - Christa Cuchiero; Martin Larsson; Josef Teichmann (SIAM J. Math. Data Sci., 2020)

Discrete-Time Signatures and Randomness in Reservoir Computing. - Christa Cuchiero; Lukas Gonon; Lyudmila Grigoryeva; Juan-Pablo Ortega; Josef Teichmann (IEEE Trans. Neural Networks Learn. Syst., 2022)

Global universal approximation of functional input maps on weighted spaces. - Christa Cuchiero; Philipp Schmocker; Josef Teichmann (CoRR, 2023)

Signature-Based Models: Theory and Calibration. - Christa Cuchiero; Guido Gazzani; Sara Svaluto-Ferro (SIAM J. Financial Math., 2023)

Implicit and Fully Discrete Approximation of the Supercooled Stefan Problem in the Presence of Blow-Ups. - Christa Cuchiero; Christoph Reisinger; Stefan Rigger (SIAM J. Numer. Anal., 2024)

Correction to: Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem. - Christa Cuchiero; Christoph Reisinger; Stefan Rigger (Ann. Oper. Res., 2024)

Optimal bailout strategies resulting from the drift controlled supercooled Stefan problem. - Christa Cuchiero; Christoph Reisinger; Stefan Rigger (Ann. Oper. Res., 2024)